+12.3%
SLB vs GM
+238.5%
-226.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.2% |
| 7D | +0.8% | +1.9% | -1.1% | -0.1% |
| 30D | +15.8% | -1.4% | +17.2% | +16.4% |
| 3M | -0.3% | +5.9% | -6.3% | -3.5% |
| 6M | +21.3% | +12.4% | +9.0% | +13.3% |
| YTD | +52.3% | +8.6% | +43.7% | +44.0% |
| 1Y | +63.6% | +52.6% | +11.0% | +29.9% |
| 3Y | +3.8% | +169.7% | -165.9% | -41.1% |
| 5Y | +128.6% | +87.5% | +41.1% | +47.4% |
| 10Y | -3.1% | +233.0% | -236.0% | -56.6% |
| All | +12.3% | +238.5% | -226.2% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling